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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: flongsep and pooled estimates |

Date |
Fri, 17 Jun 2011 10:37:13 -0400 |

You could pool the stuff yourself. For parameter estimates, you can simply take the average across imputations. For variance estimates, you will need to take the within- and between-imputation variance into account. Below is a small example how this can be done. You should have a look at the Rubin's combination rules stuff and especially at Stata's mi documentation where those formulas are explicitly described. J. /************************************/ sysuse auto, clear // get some data and create missings replace mpg=. if weight>4000 mi set flong // mi set up mi register imputed mpg mi register reg price mi impute reg mpg price, add(5) rseed(3415) sort _mi_id _mi_m // check what's going on list in 1/18, sepby(_mi_id) mi estimate: reg price mpg // running a regression with mi estimate est sto M1 // store to compare with own calculation later statsby _b _se, clear by(_mi_m): regress price mpg //creating a data set with coefficients and SEs across imputations drop if _mi_m==0 // keeping only imputed data sets gen se2=_se_mpg^2 // within-imputation variance egen U=mean(se2) sum _b_mpg // between imputation variance gen biv=(_b_mpg-r(mean))^2 egen bt=total(biv) gen B=bt/4 gen T=sqrt(U+(1+1/5)*B) // square root of the total variance est replay M1 // comparing results qui sum _b_mpg, meanonly di r(mean) list T in 1/1 /************************************/ On Fri, Jun 17, 2011 at 9:12 AM, Wike, Traci <twike@email.unc.edu> wrote: > Is there any other way to pool estimates other than using mi estimate? > > > ________________________________________ > From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Joerg Luedicke [joerg.luedicke@gmail.com] > Sent: Friday, June 17, 2011 12:59 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: flongsep and pooled estimates > > On Thu, Jun 16, 2011 at 10:24 PM, Wike, Traci <twike@email.unc.edu> wrote: >> Hi everyone, >> >> I am running an analysis on m=0 using the flongsep format for my imputed data--flongsep automatically updates the other imputed datasets based on m=0--does this mean that it pools estimates the same way the command mi estimate does? I am trying to work around mi estimate because it does not support a command I need. >> > > If you run your analysis on m=0 then you do not use any imputed data. > -flongsep- defines one of four ways to store/handle your multiply > imputed data (-help mi set-). Specifically, when using the -flongsep- > format, M+1 data files are stored separately. For example, if you > impute 3 data sets (M=3) you save separate files for m=0, m=1, m=2, > and m=3. For cases without imputed values m1=m2=m3=m0 because of the > full long format. For cases with imputed data, the values vary across > m1 to m3 and are missing in m0. In any case, this is not affecting the > way estimates are combined after running an estimation command. > > J. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: flongsep and pooled estimates***From:*"Wike, Traci" <twike@email.unc.edu>

**Re: st: flongsep and pooled estimates***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**RE: st: flongsep and pooled estimates***From:*"Wike, Traci" <twike@email.unc.edu>

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